+67.3%
DD vs UUUU
+495.2%
-427.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.9% | +0.3% |
| 7D | -2.9% | -5.0% | +2.1% | -2.3% |
| 30D | -11.5% | -7.8% | -3.7% | -10.8% |
| 3M | -5.4% | -0.4% | -5.0% | -5.9% |
| 6M | -6.9% | -32.9% | +26.0% | -3.9% |
| YTD | +6.9% | -6.3% | +13.1% | +4.6% |
| 1Y | +35.6% | +7.9% | +27.7% | +27.7% |
| 3Y | +42.5% | +85.2% | -42.6% | +19.0% |
| 5Y | +58.5% | +97.0% | -38.5% | +25.1% |
| All | +67.3% | +495.2% | -427.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UUUU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling